I share your affinity for this vivid shade and your problem with finding out the answer to your question. I know I have seen e46 M3 in that color in the UK, but never in the states. It may be an Individual special order which is the case for my '98 e39. I used to follow a few other e39 in my color on other forums, but they were either crashed or sold off.

BTW- Alex from BMW M Registry was kind enough to respond with the following

"Based on my experience, I would estimate that there were probably around 30 Estoril Blue E46 M3s produced for North America, plus maybe another 500 for Europe. The color was really popular in the UK, even though it was only available by special order."